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| Bộ lọc thông dải Baxter-King (BK)× | Phân tách STL: Phân tách xu hướng-mùa vụ sử dụng Loess× | |
|---|---|---|
| Lĩnh vực | Kinh tế lượng | Kinh tế lượng |
| Họ | Process / pipeline | Process / pipeline |
| Năm ra đời≠ | 1999 | 1990 |
| Người khởi xướng≠ | Marianne Baxter & Robert King | Cleveland, Cleveland, McRae & Terpenning |
| Loại≠ | Linear symmetric moving-average filter | nonparametric iterative smoother |
| Công trình gốc≠ | Baxter, M., & King, R. G. (1999). Measuring business cycles: Approximate band-pass filters for economic time series. Review of Economics and Statistics, 81(4), 575–593. DOI ↗ | Cleveland, R. B., Cleveland, W. S., McRae, J. E., & Terpenning, I. (1990). STL: A seasonal-trend decomposition procedure based on loess. Journal of Official Statistics, 6(1), 3–73. link ↗ |
| Tên gọi khác | Baxter-King Filter, Band-Pass Filter (Baxter-King), BK Band-Pass Filter, Bant Geçiren Süzgeç | Seasonal-Trend Decomposition using Loess, STL filtering, Loess-based seasonal decomposition, Mevsimsel-Trend Ayrıştırma (STL) |
| Liên quan | 3 | 3 |
| Tóm tắt≠ | The Baxter-King (BK) band-pass filter, introduced by Marianne Baxter and Robert King in 1999, is a linear symmetric moving-average filter designed to isolate cyclical fluctuations in macroeconomic time series that fall within a specified range of periodicities. It removes both very low-frequency trends and very high-frequency noise, retaining only the business-cycle component—typically oscillations with a period of six to thirty-two quarters for quarterly data. | STL Decomposition, introduced by Cleveland, Cleveland, McRae, and Terpenning (1990), is a nonparametric procedure that separates a time series into three additive components — trend, seasonal, and remainder — using iterative locally weighted regression (loess). Widely used in economics, meteorology, and data science, it handles time series of any periodicity and is robust to the presence of outliers, making it a highly flexible alternative to classical decomposition methods. |
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